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21 KiB
21 KiB
| 1 | name | url | comment | category | |
|---|---|---|---|---|---|
| 2 | 0 | Deep Learning | https://github.com/keon/deepstock | Technical experimentations to beat the stock market using deep learning. | Deep Learning |
| 3 | 1 | Deep Learning II | https://github.com/LiamConnell/deep-algotrading/tree/master/notebooks | Tensorflow Regression. | Deep Learning |
| 4 | 2 | Deep Learning III | https://github.com/Rachnog/Deep-Trading | Algorithmic trading with deep learning experiments. | Deep Learning |
| 5 | 3 | Deep Learning IV | https://github.com/achillesrasquinha/bulbea | Bulbea: Deep Learning based Python Library. | Deep Learning |
| 6 | 4 | LTSM GRU | https://github.com/RajatHanda/Finance-Forecasting | Stock Market Forecasting using LSTM\GRU. | Deep Learning |
| 7 | 5 | LTSM Recurrent | https://github.com/VivekPa/AIAlpha | OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network. | Deep Learning |
| 8 | 6 | ARIMA-LTSM Hybrid | https://github.com/imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid | Hybrid model to predict future price correlation coefficients of two assets. | Deep Learning |
| 9 | 7 | Neural Network | https://github.com/VivekPa/IntroNeuralNetworks | Neural networks to predict stock prices. | Deep Learning |
| 10 | 8 | AI Trading | https://github.com/borisbanushev/stockpredictionai/blob/master/readme2.md | AI to predict stock market movements. | Deep Learning |
| 11 | 9 | RL Trading | https://colab.research.google.com/drive/1FzLCI0AO3c7A4bp9Fi01UwXeoc7BN8sW | A collection of 25+ Reinforcement Learning Trading Strategies -Google Colab. | Reinforcement Learning |
| 12 | 10 | RL | https://github.com/kh-kim/stock_market_reinforcement_learning | OpenGym with Deep Q-learning and Policy Gradient. | Reinforcement Learning |
| 13 | 11 | RL II | https://github.com/deependersingla/deep_trader | reinforcement learning on stock market and agent tries to learn trading. | Reinforcement Learning |
| 14 | 12 | RL III | https://github.com/samre12/deep-trading-agent | Github -Deep Reinforcement Learning based Trading Agent for Bitcoin. | Reinforcement Learning |
| 15 | 13 | RL IV | https://github.com/jjakimoto/DQN | Reinforcement Learning for finance. | Reinforcement Learning |
| 16 | 14 | RL V | https://github.com/gstenger98/rl-finance | Building an Agent to Trade with Reinforcement Learning. | Reinforcement Learning |
| 17 | 15 | Pair Trading RL | https://github.com/shenyichen105/Deep-Reinforcement-Learning-in-Stock-Trading | Using deep actor-critic model to learn best strategies in pair trading. | Reinforcement Learning |
| 18 | 16 | Mixture Models I | https://github.com/BlackArbsCEO/Mixture_Models | Mixture models to predict market bottoms. | Other Models |
| 19 | 17 | Mixture Models II | https://github.com/BlackArbsCEO/mixture_model_trading_public | Mixture models and stock trading. | Other Models |
| 20 | 18 | Scikit-learn Stock Prediction | https://github.com/robertmartin8/MachineLearningStocks | Using python and scikit-learn to make stock predictions. | Other Models |
| 21 | 19 | Fundamental LT Forecasts | https://github.com/Hvass-Labs/FinanceOps | Research in investment finance for long term forecasts. | Other Models |
| 22 | 20 | Short-Term Movement Cues | https://github.com/anfederico/Clairvoyant | Identify social/historical cues for short term stock movement. | Other Models |
| 23 | 21 | Trend Following | http://inseaddataanalytics.github.io/INSEADAnalytics/ExerciseSet2.html | A futures trend following portfolio investment strategy. | Other Models |
| 24 | 22 | Advanced ML | https://github.com/BlackArbsCEO/Adv_Fin_ML_Exercises | Exercises too Financial Machine Learning (De Prado). | Data Processing Techniques and Transformations |
| 25 | 23 | Advanced ML II | https://github.com/hudson-and-thames/research | More implementations of Financial Machine Learning (De Prado). | Data Processing Techniques and Transformations |
| 26 | 24 | Distribution Characteristic Optimisation | https://github.com/VivekPa/OptimalPortfolio | Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. | Portfolio Selection and Optimisation |
| 27 | 25 | Reinforcement Learning | https://github.com/filangel/qtrader | Reinforcement Learning for Portfolio Management. | Portfolio Selection and Optimisation |
| 28 | 26 | Efficient Frontier | https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb | Modern Portfolio Theory. | Portfolio Selection and Optimisation |
| 29 | 27 | PyPortfolioOpt | https://github.com/robertmartin8/PyPortfolioOpt | Financial portfolio optimisation, including classical efficient frontier and advanced methods. | Portfolio Selection and Optimisation |
| 30 | 28 | Policy Gradient Portfolio | https://github.com/ZhengyaoJiang/PGPortfolio | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. | Portfolio Selection and Optimisation |
| 31 | 29 | Deep Portfolio Theory | https://github.com/tcloaa/Deep-Portfolio-Theory | Autoencoder framework for portfolio selection. | Portfolio Selection and Optimisation |
| 32 | 30 | 401K Portfolio Optimisation | https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb | Portfolio analyses and optimisation for 401K. | Portfolio Selection and Optimisation |
| 33 | 31 | Online Portfolio Selection | https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb | ****Comparing OLPS algorithms on a diversified set of ETFs. | Portfolio Selection and Optimisation |
| 34 | 32 | OLMAR Algorithm | https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb | Relative importance of each component of the OLMAR algorithm. | Portfolio Selection and Optimisation |
| 35 | 33 | Modern Portfolio Theory | https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb | Universal portfolios; modern portfolio theory. | Portfolio Selection and Optimisation |
| 36 | 34 | DeepDow | https://github.com/jankrepl/deepdow | Portfolio optimization with deep learning. | Portfolio Selection and Optimisation |
| 37 | 35 | Various Risk Measures | https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb | Risk measures and factors for alternative and responsible investments. | Factor and Risk Analysis: |
| 38 | 36 | Pyfolio | https://github.com/quantopian/pyfolio | Portfolio and risk analytics in Python. | Factor and Risk Analysis: |
| 39 | 37 | Risk Basic | https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%203%2C%20Risk.ipynb | Active portfolio risk management . | Factor and Risk Analysis: |
| 40 | 38 | CAPM | https://github.com/RJT1990/Active-Portfolio-Management-Notes/blob/master/Chapter%202%2C%20CAPM.ipynb | Expected returns using CAPM. | Factor and Risk Analysis: |
| 41 | 39 | Factor Analysis | https://github.com/garvit-kudesia91/factor_analysis/blob/master/Factor%20Analysis%20of%20Mutual%20Funds.ipynb | Factor analysis for mutual funds. | Factor and Risk Analysis: |
| 42 | 40 | VaR GaN | https://github.com/hamaadshah/market_risk_gan_keras | Estimate Value-at-Risk for market risk management using Keras and TensorFlow. | Factor and Risk Analysis: |
| 43 | 41 | VaR | https://github.com/willb/var-notebook/blob/master/var-notebook/var-pdfs.ipynb | Value-at-risk calculations. | Factor and Risk Analysis: |
| 44 | 42 | Python for Finance | https://github.com/yhilpisch/py4fi/tree/master/jupyter36 | Various financial notebooks. | Factor and Risk Analysis: |
| 45 | 43 | Performance Analysis | https://github.com/quantopian/alphalens | Performance analysis of predictive (alpha) stock factors. | Factor and Risk Analysis: |
| 46 | 44 | Quant Finance | https://github.com/mrefermat/quant_finance | General quant repository. | Factor and Risk Analysis: |
| 47 | 45 | Risk and Return | https://github.com/PyDataBlog/Python-for-Data-Science/tree/master/Tutorials | Riskiness of portfolios and assets. | Factor and Risk Analysis: |
| 48 | 46 | Convex Optimisation | https://github.com/ssanderson/convex-optimization-for-finance/blob/master/notebooks/Main.ipynb | Convex Optimization for Finance. | Factor and Risk Analysis: |
| 49 | 47 | Factor Analysis | https://github.com/alpha-miner/alpha-mind/tree/master/notebooks | Factor strategy notebooks. | Factor and Risk Analysis: |
| 50 | 48 | Statistical Finance | https://github.com/mrefermat/FinancePhD/tree/master/FinancialExperiments | Various financial experiments. | Factor and Risk Analysis: |
| 51 | 49 | PCA Pairs Trading | https://github.com/joelQF/quant-finance/tree/master/Artificial_IntelIigence_for_Trading | PCA, Factor Returns, and trading strategies. | Unsupervised: |
| 52 | 50 | Fund Clusters | https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb | Data exploration of fund clusters. | Unsupervised: |
| 53 | 51 | VRA Stock Embedding | https://github.com/ml-hongkong/stock2vec | Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history. | Unsupervised: |
| 54 | 52 | Industry Clustering | https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries | Clustering of industries. | Unsupervised: |
| 55 | 53 | Pairs Trading | https://github.com/marketneutral/pairs-trading-with-ML/blob/master/Pairs%2BTrading%2Bwith%2BMachine%2BLearning.ipynb | Finding pairs with cluster analysis. | Unsupervised: |
| 56 | 54 | Industry Clustering | https://github.com/SeanMcOwen/FinanceAndPython.com-ClusteringIndustries | Project to cluster industries according to financial attributes. | Unsupervised: |
| 57 | 55 | NLP | https://github.com/toamitesh/NLPinFinance | This project assembles a lot of NLP operations needed for finance domain. | Textual: |
| 58 | 56 | Earning call transcripts | https://github.com/lin882/WebAnalyticsProject | Correlation between mutual fund investment decision and earning call transcripts. | Textual: |
| 59 | 57 | Buzzwords | https://github.com/swap9047/Cutting-Edge-Technologies-Effect-on-S-P500-Companies-Performance-and-Mutual-Funds | Return performance and mutual fund selection. | Textual: |
| 60 | 58 | Fund classification | https://github.com/frechfrechfrech/Mutual-Fund-Market-Clusters/blob/master/Initial%20Data%20Exploration.ipynb | Fund classification using text mining and NLP. | Textual: |
| 61 | 59 | NLP Event | https://github.com/yuriak/DLQuant | Applying Deep Learning and NLP in Quantitative Trading. | Textual: |
| 62 | 60 | Financial Sentiment Analysis | https://github.com/EricHe98/Financial-Statements-Text-Analysis | Sentiment, distance and proportion analysis for trading signals. | Textual: |
| 63 | 61 | Financial Statement Sentiment | https://github.com/MAydogdu/TextualAnalysis | Extracting sentiment from financial statements using neural networks. | Textual: |
| 64 | 62 | Extensive NLP | https://github.com/TiesdeKok/Python_NLP_Tutorial/blob/master/NLP_Notebook.ipynb | Comprehensive NLP techniques for accounting research. | Textual: |
| 65 | 63 | Accounting Anomalies | https://github.com/GitiHubi/deepAI/blob/master/GTC_2018_Lab-solutions.ipynb | Using deep-learning frameworks to identify accounting anomalies. | Textual: |
| 66 | 64 | Options | https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D | Introduction to options. | Derivatives and Hedging: |
| 67 | 65 | Derivative Markets | https://github.com/broughtj/Fin6470/tree/master/Notebooks | The economics of futures, futures, options, and swaps. | Derivatives and Hedging: |
| 68 | 66 | Black Scholes | https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb | Options pricing. | Derivatives and Hedging: |
| 69 | 67 | Computational Derivatives | https://github.com/chenbowen184/Computational_Finance | Projects focusing on investigating simulations and computational techniques applied in finance. | Derivatives and Hedging: |
| 70 | 68 | Reinforcement Learning | https://github.com/FinTechies/HedgingRL | Hedging portfolios with reinforcement learning. | Derivatives and Hedging: |
| 71 | 69 | Delta Hedging | https://github.com/RobinsonGarcia/delta-hedging | Advanced derivatives. | Derivatives and Hedging: |
| 72 | 70 | Options Risk Measures | https://github.com/wanglouis49/risk_estimation | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | Derivatives and Hedging: |
| 73 | 71 | Derivatives Python | https://github.com/yhilpisch/dawp/tree/master/python36 | Derivative analytics with Python. | Derivatives and Hedging: |
| 74 | 72 | Volatility and Variance Derivatives | https://github.com/yhilpisch/lvvd/tree/master/lvvd | Volatility derivatives analytics. | Derivatives and Hedging: |
| 75 | 73 | Options | https://github.com/PHBS/2018.M1.ASP/tree/master/py | Black Scholes and Copula. | Derivatives and Hedging: |
| 76 | 74 | Option Strategies | https://github.com/rstreppa/valuation-OptionStrategies | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | Derivatives and Hedging: |
| 77 | 75 | Derman | https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb | Binomial tree for American call. | Derivatives and Hedging: |
| 78 | 76 | Hull White | https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb | Callable Bond, Hull White. | Derivatives and Hedging: |
| 79 | 77 | Vasicek | https://github.com/RobinsonGarcia/fixed-income/blob/master/2.0%20Vasicek%20-%20example.ipynb | Bootstrapping and interpolation. | Fixed Income |
| 80 | 78 | Binomial Tree | https://github.com/hy-lei/math-finance-exercise | Utility functions in fixed income securities. | Fixed Income |
| 81 | 79 | Corporate Bonds | https://github.com/ishank011/gs-quantify-bond-prediction | Predicting the buying and selling volume of the corporate bonds. | Fixed Income |
| 82 | 80 | Kiva Crowdfunding | https://github.com/CJL89/Kiva-Crowdfunding/blob/master/Kiva%20Crowdfunding.ipynb | Exploratory data analysis. | Alternative Finance |
| 83 | 81 | Venture Capital | https://github.com/julian-chan/etothex | Insight into a new founder to make data-driven investment decisions. | Alternative Finance |
| 84 | 82 | Venture Capital NN | https://github.com/tr7200/National-Culture-and-Venture-Capital-Monitoring | Cox-PH neural network predictions for VC/innovations finance research. | Alternative Finance |
| 85 | 83 | Private Equity | https://github.com/TheVinhLuong102/ChicagoBooth-EntrepreneurialFinancePrivateEquity/blob/master/RightNow%20Technologies/RightNow%20Technologies.ipynb | Valuation models. | Alternative Finance |
| 86 | 84 | VC OLS | https://github.com/fionawhitefield/venture-capital-ols/blob/master/sec_project.ipynb | VC regression. | Alternative Finance |
| 87 | 85 | Watch Valuation | https://github.com/alporter08/Luxury-Watch-Valuation/blob/master/Luxury-Watch-Valuation.ipynb | Analysis of luxury watch data to classify whether a certain model is likely to be over-or undervalued. | Alternative Finance |
| 88 | 86 | Art Valuation | https://github.com/ahmedhosny/theGreenCanvas/blob/gh-pages/ImageProcessing1210.ipynb | Art evaluation analytics. | Alternative Finance |
| 89 | 87 | Blockchain | https://github.com/nud3l/dInvest | Repository for distributed autonomous investment banking. | Alternative Finance |
| 90 | 88 | HFT | https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy | High frequency trading. | Extended Research: |
| 91 | 89 | Deep Portfolio | https://github.com/DLColumbia/DL_forFinance | Deep learning for finance Predict volume of bonds. | Extended Research: |
| 92 | 90 | Mathematical Finance | https://github.com/Auquan/Tutorials | Notebooks for math and financial tutorials. | Extended Research: |
| 93 | 91 | NLP Finance Papers | https://github.com/chenbowen184/Research_Documents_Curation_with_NLP | Curating quantitative finance papers using machine learning. | Extended Research: |
| 94 | 92 | Simulation | https://github.com/chenbowen184/Computational_Finance | Investigating simulations as part of computational finance. | Extended Research: |
| 95 | 93 | Market Crash Prediction | https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb | Predicting market crashes using an LPPL model. | Extended Research: |
| 96 | 94 | Commodity | https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb | Commodity influence over Brazilian stocks. | Extended Research: |
| 97 | 95 | Finance Graph Theory | https://github.com/AvijitGhosh82/Finance_Graph_Theory | Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents. | Extended Research: |
| 98 | 96 | Real Estate Property Fraud | https://github.com/aviroop1/Real_Estate_Property_Fraud | Unsupervised fraud detection model that can identify likely candidates of fraud. | Extended Research: |
| 99 | 97 | Behavioural Economics | https://github.com/pcmichaud/notebooks | Behavioural Economics and Finance Python Notebooks. | Extended Research: |
| 100 | 98 | Bayesian Finance | https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb | Notebook PyMC3 implementation. | Extended Research: |
| 101 | 99 | Bayesian Finance I | https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb | Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs. | Extended Research: |
| 102 | 100 | Currency PCA | https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb | Forex spots PCA. | Extended Research: |
| 103 | 101 | Backtests | https://github.com/AlgoTraders/stock-analysis-engine | Trading data and algorithms. | Extended Research: |
| 104 | 102 | High Frequency | https://github.com/cswaney/prickle | A Python toolkit for high-frequency trade research. | Extended Research: |
| 105 | 103 | Financial Economics | https://github.com/rsvp/fecon235/tree/master/nb | Financial Economics Models. | Extended Research: |
| 106 | 104 | Critical Transitions | https://github.com/ryanholbrook/critical-transitions | Detecting critical transitions in financial networks with topological data analysis. | Extended Research: |
| 107 | 105 | Economic Foundations | https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations | Basic economic models. | Extended Research: |
| 108 | 106 | Corporate Finance | https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance | Basic corporate finance. | Extended Research: |
| 109 | 107 | Applied Corporate Finance | https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance | Studies the empirical behaviours in stock market. | Extended Research: |
| 110 | 108 | M&A | https://github.com/atulram/Finance-and-Stocks | Mergers and Acquisitions. | Extended Research: |
| 111 | 109 | Life-cycle | https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb | Company life cycle. | Extended Research: |
| 112 | 110 | Computational Finance | https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance | Applied Computational Economics and Finance. | Extended Research: |
| 113 | 111 | Liquidity and Momentum | https://github.com/mrefermat/quant_finance | Various factors and portfolio constructions. | Extended Research: |
| 114 | 112 | Mathematical Finance | https://github.com/yadongli/nyumath2048 | NYU Math-GA 2048: Scientific Computing in Finance. | Courses |
| 115 | 113 | Algo Trading | https://github.com/JCreeks/Machine-Learning-in-Finance/tree/master/0_Intro_to_Algo_Trading | Intro to algo trading. | Courses |
| 116 | 114 | Python for Finance | https://github.com/siaen/python_finance_course | CEU python for finance course material. | Courses |
| 117 | 115 | Handson Python for Finance | https://github.com/PacktPublishing/Hands-on-Python-for-Finance | Hands-on Python for Finance published by Packt. | Courses |
| 118 | 116 | Machine Learning for Trading | https://github.com/stefan-jansen/machine-learning-for-trading | Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. | Courses |
| 119 | 117 | ML Specialisation | https://github.com/Ahmed0028/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization | Machine Learning in Finance. | Courses |
| 120 | 118 | Risk Management | https://github.com/andrey-lukyanov/Risk-Management | Finance risk engagement course resources. | Courses |
| 121 | 119 | Basic Investments | https://github.com/SeanMcOwen/FinanceAndPython.com-Investments | Basic investment tools in python. | Courses |
| 122 | 120 | Basic Derivatives | https://github.com/SeanMcOwen/FinanceAndPython.com-Derivatives | Basic forward contracts and hedging. | Courses |
| 123 | 121 | Basic Finance | https://github.com/SeanMcOwen/FinanceAndPython.com-BasicFinance | Source code notebooks basic finance applications. | Courses |
| 124 | 122 | Capital Markets Data | https://www.capitalmarketsdata.com/ | Data | |
| 125 | 123 | Employee Count SEC Filings | https://github.com/healthgradient/sec_employee_information_extraction | Data | |
| 126 | 124 | SEC Parsing | https://github.com/healthgradient/sec-doc-info-extraction/blob/master/classify_sections_containing_relevant_information.ipynb | Data | |
| 127 | 125 | Open Edgar | https://github.com/LexPredict/openedgar | Data | |
| 128 | 126 | EDGAR | https://github.com/TiesdeKok/UW_Python_Camp/blob/master/Materials/Session_5/EDGAR_walkthrough.ipynb | Data | |
| 129 | 127 | IRS | http://social-metrics.org/sox/ | Data | |
| 130 | 128 | Rating Industries | http://www.ratingshistory.info/ | Data | |
| 131 | 129 | Web Scraping (FirmAI) | FirmAI | Data | |
| 132 | 130 | Financial Corporate | http://raw.rutgers.edu/Corporate%20Financial%20Data.html | Data | |
| 133 | 131 | Non-financial Corporate | http://raw.rutgers.edu/Non-Financial%20Corporate%20Data.html | Data | |
| 134 | 132 | http://finance.yahoo.com/ | http://finance.yahoo.com/ | Data | |
| 135 | 133 | https://fred.stlouisfed.org/ | https://fred.stlouisfed.org/ | Data | |
| 136 | 134 | https://stooq.com | https://stooq.com | Data | |
| 137 | 135 | https://github.com/timestocome/StockMarketData | https://github.com/timestocome/StockMarketData | Data | |
| 138 | 136 | Financial Event Prediction using Machine Learning | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3481555 | Personal Papers | |
| 139 | 137 | Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies | https://jfds.pm-research.com/content/2/1/10 | Personal Papers | |
| 140 | 138 | Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization | https://jfds.pm-research.com/content/2/2/17 | Personal Papers | |
| 141 | 139 | Machine Learning in Asset Management | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3420952 | Personal Papers | |
| 142 | 140 | NYU FRE | https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering | Finance and Risk Engineering (NYU Tandon) | Colleges, Centers and Departments |
| 143 | 141 | Cornell University | https://www.cornell.edu/ | Colleges, Centers and Departments | |
| 144 | 142 | NYU Courant | https://cims.nyu.edu/ | Courant Institute of Mathematical Sciences, New York University | Colleges, Centers and Departments |
| 145 | 143 | Oxford Man | https://www.oxford-man.ox.ac.uk/ | Oxford-Man Institute of Quantitative Finance | Colleges, Centers and Departments |
| 146 | 144 | Stanford Advanced Financial Technologies | https://fintech.stanford.edu/ | Stanford Advanced Financial Technologies Laboratory | Colleges, Centers and Departments |
| 147 | 145 | Berkeley Lab CIFT | https://cs.lbl.gov/news-media/news/news-archive/2010/berkeley-lab-launches-new-center-for-innovative-financial-technology/ | Colleges, Centers and Departments |